Generalized quantiles as risk measures
Year of publication: |
2014
|
---|---|
Authors: | Bellini, Fabio ; Klar, Bernhard ; Müller, Alfred ; Rosazza Gianin, Emanuela |
Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 54.2014, C, p. 41-48
|
Publisher: |
Elsevier |
Subject: | Expectile | Coherence | Elicitability | Kusuoka representation | Robustness | Wasserstein metric |
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